Figure 6
Figure 6 Refer to the image caption for details.

From the top left to the right, first row: (a) error produced by CIR# and (b) error produced by HW model; from the top left to the right, second row: (a) forecasting error with the EWMA and (b) forecasting error with the ARIMA-EGARCH*; from the top left to the right, third row: (a) forecasting error with the SARIMA* and (b) forecasting error with the DNNAR*

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